Hilbert
Hilbert
Hilbert
in
Hilbert space theory,
wavelets
and
generalized functions
by
Willi-Hans Steeb
International School for Scientific Computing
at
University of Johannesburg, South Africa
Preface
The purpose of this book is to supply a collection of problems in Hilbert
space theory, wavelets and generalized functions.
Prescribed books for problems.
1) Hilbert Spaces, Wavelets, Generalized Functions and Modern Quantum
Mechanics
by Willi-Hans Steeb
Kluwer Academic Publishers, 1998
ISBN 0-7923-5231-9
2) Classical and Quantum Computing with C++ and Java Simulations
by Yorick Hardy and Willi-Hans Steeb
Birkhauser Verlag, Boston, 2002
ISBN 376-436-610-0
3) Problems and Solutions in Quantum Computing and Quantum Information, second edition
by Willi-Hans Steeb and Yorick Hardy
World Scientific, Singapore, 2006
ISBN 981-256-916-2
http://www.worldscibooks.com/physics/6077.html
The International School for Scientific Computing (ISSC) provides certificate courses for this subject. Please contact the author if you want to do
this course or other courses of the ISSC.
e-mail addresses of the author:
[email protected]
[email protected]
Home page of the author:
http://issc.uj.ac.za
Contents
Notation
ix
1 General
3 Hilbert Space L2 ()
3.1 Solved Problems . . . . . . . . . . . . . . . . . . . . . . . .
3.2 Supplementary Problems . . . . . . . . . . . . . . . . . . . .
19
19
46
48
5 Fourier Transform
52
6 Wavelets
56
7 Linear Operators
60
8 Generalized Functions
8.1 Solved Problems . . . . . . . . . . . . . . . . . . . . . . . .
8.2 Supplementary Problems . . . . . . . . . . . . . . . . . . . .
65
65
79
Bibliography
82
Index
84
vii
Notation
:=
N
Z
Q
R
R+
C
Rn
Cn
H
i
<z
=z
|z|
T S
ST
ST
f (S)
f g
x
xT
0
k.k
x y x y
xy
A, B, C
det(A)
tr(A)
rank(A)
AT
is defined as
belongs to (a set)
does not belong to (a set)
intersection of sets
union of sets
empty set
set of natural numbers
set of integers
set of rational numbers
set of real numbers
set of nonnegative real numbers
set of complex numbers
n-dimensional Euclidean space
space of column vectors with n real components
n-dimensional complex linear space
space of column vectors with n complex components
Hilbert
space
1
real part of the complex number z
imaginary part of the complex number z
modulus of complex number z
|x + iy| = (x2 + y 2 )1/2 , x, y R
subset T of set S
the intersection of the sets S and T
the union of the sets S and T
image of set S under mapping f
composition of two mappings (f g)(x) = f (g(x))
column vector in Cn
transpose of x (row vector)
zero (column) vector
norm
scalar product (inner product) in Cn
vector product in R3
m n matrices
determinant of a square matrix A
trace of a square matrix A
rank of matrix A
transpose of matrix A
ix
A
A
A
A1
In
I
0n
AB
AB
[A, B] := AB BA
[A, B]+ := AB + BA
AB
AB
jk
t
conjugate of matrix A
conjugate transpose of matrix A
conjugate transpose of matrix A
(notation used in physics)
inverse of square matrix A (if it exists)
n n unit matrix
unit operator
n n zero matrix
matrix product of m n matrix A
and n p matrix B
Hadamard product (entry-wise product)
of m n matrices A and B
commutator for square matrices A and B
anticommutator for square matrices A and B
Kronecker product of matrices A and B
Direct sum of matrices A and B
Kronecker delta with jk = 1 for j = k
and jk = 0 for j 6= k
delta function
Heavisides function
eigenvalue
real parameter
time variable
Hamilton operator
Chapter 1
General
Problem 1.
u, v H.
(i) Show that
Problem 3.
1
(hf |gi + hg|f i)2 .
4
General
for all x H.
Problem 10. Let H be an arbitrary Hilbert space. A bounded linear operator A : H H satisfies the Fredholm alternative if one of the following
two alternatives holds:
(i) either Ax = 0, A x = 0 have only the zero solution, and the linear
equations Ax = y, A x = y have a unique solution x H for every y H;
(ii) or Ax = 0, A x = 0 have nontrivial, finite-dimensional solution spaces
of the same dimension, Ax = y has a (nonunique) solution if and only if
y u for every solution u of A u = 0, and A x = y has a (nonunique)
solution if and only if y u for every solution u of Au = 0.
Give an example of a bounded linear operator that satisfies the Fredholm
alternative.
Problem 11. Let (M, d) be a complete metric space (for example a
Hilbert space) and let f : M M be a mapping such that
d(f (m) (x), f (m) (y)) kd(x, y),
x, y M
for some m 1, where 0 k < 1 is a constant. Show that the map f has
a unique fixed point in M .
u, v H.
Problem 14.
where the norm is implied by the scalar product of the Hilbert space.
Problem 15.
Show that
hf, gi =
1
1
kf + gk2 kf gk2
4
4
or
1
1
i
i
kf + gk2 kf gk2 + kf + igk2 kf igk2
4
4
4
4
depending on whether we are dealing with a real and complex Hilbert space.
hf, gi =
is defined by
General
Now suppose that { n }nZ is also a basis for H, but it is not orthonormal.
Show that if we can find a so-called dual basis { n }nZ satisfying
hn |m i = (n m)
then for any vector f H, we have
X
f=
hf |n in .
nZ
Problem 20.
1
kvk.
|=|
cj uj
j=1
then
kxk2 =
|cj |2 .
j=1
Problem 26.
General
Show that
d((p1 , q1 ), (p2 , q2 )) := |p1 q1 p2 q2 |
defines a metric.
Problem 27. Consider the vector space of all continuous functions defined on [a, b]. We define a metric
d(f, g) := max |f (x) g(x)|.
axb
n X
n
X
|ajk bjk |
j=1 k=1
defines a metric.
Let n 1. Consider the continuous function
0
0 t < 1/2 1/n
1
1/2 + 1/n t 1
Problem 29.
Show that the sequence { fn (t) } is not a Cauchy sequence for the uniform
norm, but with any of the Lp norms (1 p < ) it is a Cauchy sequence.
Problem 30. The sequence space consists of the set of all (bounded or
unbounded) sequences of complex
x = (1 , 2 , . . .)
Thus we have a vector space. Can we define a metric in this vector space
which is implied by a norm?
Problem 31.
1
(hf |gi + hg|f i)2 .
4
Chapter 2
Finite Dimensional
Hilbert Spaces
Problem 1.
Consider the
1
0
,
0
0
1
1 0
,
2 0
1
1
1 0
,
0
2
1
0
1 1
,
2 1
0
0
1 1
2 1
0
are linearly independent. Show that they form a orthonormal basis in the
Hilbert space R4 .
Problem 3. Consider the Hilbert space R4 . Find all pairwise orthogonal
vectors (column vectors) x1 , . . . , xp , where the entries of the column vectors
8
xi xTi
i=1
Note that
kxk2 := hx, yi.
Problem 9. Let |0i, |1i be an orthonormal basis in the Hilbert space C2 .
Let
|i = cos(/2)|0i + ei sin(/2)|1i
where , R.
,
2 1
2 1
,
1
2
2 1
1
1
1
1
,
1
2
2 1
1
1
1
,
1
2 1
1
1
1
1
.
2 1
2 1
1
Show that these four vectors form a basis in R4 . Consider the 4 4 matrix
Q which is constructed from the four vectors given above, i.e. the columns
of the 4 4 matrix are the four vectors. Find QT . Is Q invertible? If so
find the inverse Q1 . What is the use of the matrix Q?
Problem 11. Consider the Hilbert space R4 . Let A be a symmetric 4 4
matrix over R. Assume that the eigenvalues are given by 1 = 0, 2 = 1,
3 = 2 and 4 = 3 with the corresponding normalized eigenfunctions
1
1 0
u1 = ,
2 0
1
1
1 0
u2 =
,
0
2
1
0
1 1
u3 = ,
2 1
0
0
1 1
u4 =
.
2 1
0
11
A, B H.
0
1
1
0
,
1
2 =
2
0
i
1 j ,
2
i
0
0
1
j = 1, 2, 3
1
3 =
2
1
0
0
1
0 1 0
~
S1 :=
1 0 1
2 0 1 0
1
S3 := ~ 0
0
0
0
0
0
0
1
0 i 0
~
S2 :=
i 0 i .
2 0 i
0
Problem 16.
2 0 0
A = 0 0 1
0 1 0
1
1 0
u1 = ,
2 0
1
1
1 0
u2 =
,
0
2
1
0
1 1
u3 = ,
2 1
0
0
1 1
u4 =
2 1
0
2 =
1
(I2 I2 1 1 )
2
13
2 ej ,
j = 1, 2, 3, 4
2 0 2
A = 1 0 0.
0 0 1
x R3 .
kxk=1
(iii) Find the eigenvalues of A and AAT . Compare the result with (i) and
(ii).
Problem 21. Consider the Hilbert space R3 . Find the spectrum (eigenvalues and normalized eigenvectors) of matrix
1 2 3
A = 1 2 3.
1 2 3
Find kAk := supx=1 kAxk, where k.k denotes the norm and x R3 .
Problem 22. Find the spectrum (eigenvalues and normalized eigenvectors) of the 3 3 matrix
3 3 3
A = 3 3 3.
3 3 3
Find kAk, where k.k denotes the norms
kAk1 := sup kAxk
kxk=1
p
tr(AA ).
0 0 0 1
0 0 0 i
0 0 1 0
0 0 i 0
1 =
, 2 =
0 1 0 0
0 i 0
0
1 0 0 0
i 0 0
0
0
0
3 =
i
0
and
0
0
0
i
i 0
0 i
,
0 0
0 0
1
0
4 =
0
0
0
0
5 = 1 2 3 4 =
1
0
0
0
0
1
0
1
0
0
1
0
0
0
0
0
1
0
0
0
0
1
0
1
.
0
0
i
[j , k ],
2
j<k
1 1 1
A = 1 1 1.
1 1 1
Find kAk, where k.k denotes the norm.
Problem 25. Let A and B be two arbitrary matrices. Give the definition
of the Kronecker product. Let uj (j = 1, 2, . . . , m) be an orthonormal basis
in the Hilbert space Rm . Let vk (k = 1, 2, . . . , n) be an orthonormal basis in
15
1
0
,
D=
1
1
1
1
form a basis in the Hilbert space M 2 (R). Apply the Gram-Schmidt technique to obtain an orthonormal basis.
Problem 28.
2 0 2
A = 1 0 0.
0 0 1
x R3 .
kxk=1
(iii) Find the eigenvalues of A and AT A. Compare the result with (i) and
(ii).
Problem 29. Consider the Hilbert space C2 . The Pauli spin matrices
x , y , z act as linear operators in this Hilbert space. Let
= ~3
H
1
0
0
1
and is the frequency. Calculate the time evolution (intial value problem)
of
0 1
1 =
1 0
i.e.
dx
= [1 , H](t).
dt
The matrices 1 , 2 , 3 are the Pauli matrices, where
0 i
2 =
.
i 0
i~
Problem 30.
operator
:= ~ 0
H
0
i
0
0
i
0
0 0
0 0
3 =
i 0
0 i
0
i
0
0
i
0
.
0
0
i 0
0 i
0 0
0 0
d3
= [3 , H](t).
dt
n
X
Mjk xk ,
k=1
wj := xj ,
j>n
j = 1, 2, . . . , n
17
n
X
uj vj
j=1
is a unitary n n matrix.
Consider the Hilbert space R2 . Given the vectors
3/2
3/2
0
, u3 =
.
u1 =
, u2 =
1/2
1/2
1
Problem 33.
The three vectors u1 , u2 , u3 are at 120 degrees of each other and are
normalized, i.e. kuj k = 1 for j = 1, 2, 3. Every given two-dimensional
vector v can be written as
c1 , c2 , c3 R
v = c1 u1 + c2 u2 + c3 u3 ,
X, Y H.
A(t) =
n
X
j=1
cj (t)Ej
H=
n
X
hj Ej .
j=1
Find the time evolution for the coefficients cj (t), i.e. dcj /dt, where j =
1, 2, . . . , n2 .
Problem 35. The sequence space consists of the set of all (bounded or
unbounded) sequences of complex numbers
x = (x1 , x2 , . . .)
Thus we have a vector space. Can we define a metric in this vector space
which is not implied by a norm?
Chapter 3
3.1
Solved Problems
Problem 1.
Let
f (x) =
2x 0 x < 1/2
2(1 x) 1/2 x < 1
Is f L2 [0, 1]? Find the first two expansion coefficients of the Fourier
expansion of f with respect to the basis given above.
Problem 2.
quence
+1 if 1/n x 1
Pn (x) =
1 dn 2
(x 1).
2n n! dxn
P1 (x) = x,
P2 (x) =
1
(3x2 1),
2
P3 (x) =
1
(5x3 3x).
2
Normalize the four elements. Show that the four elements are pairwise
orthonormal.
Problem 6. Let R be a bounded region in n-dimensional space. Consider
the eigenvalue problem
u = u,
u(q R) = 0
f (x)g (x)dx.
Hilbert Space L2 ()
21
f (x)f (x)dx = kf k2 .
1 0<x
0
x=0
f (x) =
1 < 0
f (x) = x.
hf (x), p(x)i = 0.
Let b > a. Consider the Hilbert space L2 ([a, b]) and the
xa
, n = 1, 2, . . .
n (x) := sin n
ba
Z
hm (x), xn (x)i
m (x)xn (x)dx,
m, n = 0, 1, 2, . . .
Problem 12.
functions
Let b > a. Consider the Hilbert space L2 ([a, b]) and the
xa
n (x) := cos n
, n = 0, 1, 2, . . .
ba
Z
hm (x), xn (x)i
m (x)xn (x)dx,
m, n = 0, 1, 2, . . .
Problem 13.
functions
1
, n = 1, 2, . . .
1 + nx2
which are elements in this Hilbert space. Find
fn (x) =
Problem 14. Consider the Hilbert space L2 (R). Give the definition
and an example of an even function in L2 (R). Give the definition and an
example of an odd function in L2 (R). Show that any function f L2 (R)
can be written as a combination of an even and an odd function.
Problem 15. The Chebyshev polynomials Tn (x) of the 1-st kind are
defined for x [1, 1] and given by
Tn (x) = cos(n arccos x),
n = 0, 1, 2, . . .
The Chebyshev polynomials Un (x) of the 2-nd kind are defined for x
[1, 1] and given by
Un (x) =
sin((n + 1) arccos x)
,
1 x2
n = 0, 1, 2, . . . .
H1 = L2 [1, 1],
,
1 x2
H2 = L2
2 1 x2 dx
[1, 1],
Hilbert Space L2 ()
23
which bases are formed by the Chebyshev polynomials of the 1-st and 2-nd
type
(1)
(1)
n 1, 0 = T0 (x) = 1
n (x) = 2Tn (x),
(2)
n (x) = Un (x),
n0
(1)
(2)
hg(x), cos(x)i = 0
and
hf (x), g(x)i = 0.
Problem 17.
polynomial p
such that
hp, 1i = 0,
Problem 18.
hp, xi = 0,
hp, x2 i = 0.
Z
hf, gi =
f (x)g(x)(x)dx,
(x) > 0
X
1
cos(jx).
2j
j=0
(2j + 1)(2x 1)
j
Pj (x)
Pj1 (x)
j+1
j+1
j = 1, 2, . . .
n
X
cj Pj (x)
j=0
0 (x t)
with 0 < < 1 and f L2 ([0, 1]). Consider the ansatz
yn (x) = a0 x +
n
X
cj Pj (x).
j=0
dt = f (x)
xt
0
where
2
f (x) =
x(105 56x2 + 48x3 ).
105
Problem 21. The Fock space F is the Hilbert space of entire functions
with inner product given by
Z
2
1
f (z)g(z)e|z| dxdy,
z = x + iy
hf |gi :=
C
where C denotes the complex numbers. Therefore the growth of functions
in the Hilbert space F is dominated by exp(|z|2 /2). Let f, g F with
Taylor expansions
f (z) =
X
j=0
aj z j ,
g(z) =
X
j=0
bj z j .
Hilbert Space L2 ()
25
x
,
1 + nx2
n = 1, 2, . . . .
(ii) Does the sequence fn (x) converge uniformely on the real line?
Problem 24.
(i) Calculate the norm kfn fm k implied by the scalar product. Does the
sequence { fn } converge in the L2 [0, ) norm?
(ii) Show that fn (x) converges pointwise in the domain [0, ) and find the
limit. Does the sequence converge pointwise uniformly?
(iii) Show that { fn } (n = 1, 2, . . .) is an orthonormal system. Is it a basis
in the Hilbert space L2 [0, )?
Problem 25.
o
n = 1, 2, . . . .
X
2
1
.
=
8
(2k + 1)2
k=0
Problem 26. A particle is enclosed in a rectangular box with impenetrable walls, inside which it can move freely. The Hilbert space is
L2 ([0, a] [0, b] [0, c])
where a, b, c > 0. Find the eigenfunctions and the eigenvalues. What can
be said about the degeneracy, if any, of the eigenfunctions?
Problem 27.
function
such that
hf (x), xi = 0,
hf (x), x2 i = 0,
hf (x), x3 i = 0
hf (x), x2 i = 0,
hf (x), x3 i = 0
Hilbert Space L2 ()
Problem 32.
27
Problem 33.
f (x) = x.
hf (x), p(x)i = 0.
1 cos(2x)
.
x
1 dj 2
(x 1)j .
2j j! dxj
f (x)dx.
Problem 37. Consider the Hilbert space L2 [, ] and the vector space
of continiuous real-valued functions C[, ] on the interval [, ]. Let
k > 0 and
0 if x 0
fk (x) = kx if 0 x 1/k
1 if 1/k x
The sequence of functions fk belongs to the vector space C[, ].
(i) Show that fn in the norm of the Hilbert space L2 [, ], where
0 if x 0
(x) :=
1 if 0 < x
so that the sequence { fk } is a Cauchy sequence in the Hilbert space
L2 [, ].
(ii) Show that k gk > 0 for every g C[, ]. Conclude that C[, ]
is not a Hilbert space.
Problem 38. Let be the unit disk. A Hilbert space of analytic functions
can be defined by
(
)
Z
H :=
|f (z)|2 ds <
|z|=a
a1
f (z)g(z)ds.
|z|=a
Hilbert Space L2 ()
29
n
Y
j=1
dxj dyj =
n
Y
rj drj dj
j=1
with zj = rj eij . The norm follows from the scalar product of two functions
f, g Fn
Z
1
f (z)g(z) exp(|z|2 )dV.
hf, gi := n
Cn
Let
zm := z1m1 znmn
Pn
where the multiindex m is defined by m! = m1 ! mn ! and |m| = j=1 mj .
Find the scalar product
hzm , zp i.
Problem 40. Let be a complex-valued differentiable function of in
the interval [0, 2] and (0) = (2), i.e. is an element of the Hilbert
space L2 ([0, 2]). Assume that (normalization condition)
Z 2
()()d = 1.
0
Calculate
Z
d
~ 2
() ()d
=
i 0
d
where = denotes the imaginary part.
Problem 41.
The Legrendre polynomials are defined on the interval
[1, 1] and defined by the recurrence formula
Lj (x) =
2j + 1
j
xLj (x)
Lj1 (x)
j+1
j+1
j = 1, 2, . . .
for 1 x 0
1
fn (x) =
1 nx for 0 x 1/n
0
for 1/n x 1
n = 0, 1, 2, . . . .
T2 (x) = 2x2 1,
T1 (x) = x,
hT1 , T2 i,
hT2 , T3 i.
Tm (x)Tn (x)
dx
1 x2
1
for (m, n) = (0, 1), (m, n) = (1, 2), (m, n) = (2, 3).
Problem 44.
(i) Consider the Hilbert space L2 [0, 1] with the scalar
product h, i. Let f : [0, 1] [0, 1]
2x if x [0, 1/2)
f (x) :=
2(1 x) if x [1/2, 1]
Thus f L2 [0, 1]. Calculate the moments k , k = 0, 1, 2, . . . defined by
Z 1
k := hf (x), xk i
f (x)xk dx.
0
|k |2 <
|f (x)|2 dx.
k=0
lim
Problem 46.
f (t) sin(t)dt = 0.
a
||
=
1
.
(1)
Hilbert Space L2 ()
31
The elements of this Lie group act as analytic automorphism of the disk
:= { |z| < 1 }
under
z +
z zg =
z +
and
1
+ )).
f ((
z + )/(z
Un (g)f (z) :=
(z + )n
i~
= H
t
as follows: The formal solution is given by
(t) = exp(iHt/~)(0).
The
Expand (0) with respect to the eigenfunctions of the operator H.
q
1
(q) = sin
a
a
q
1
(q, 0) = sin
.
a
a
Problem 48.
Ty f (x) = f (x y),
translation operator
Ds f (x) = |s|
modulation operator
1
f (s
x),
s R \ {0}
dilation operator
where x k = k1 x1 + + xn kn .
(i) Find kTy f k, kMk k, kDs f k, where k k denotes the norm in L2 (Rn ).
(ii) Find the adjoint operators of these three operators.
Problem 49.
kgk20 + kg/xk20 .
Consider the Hilbert space L2 (, ) and f (x) = sin(x). Find the norm
kf k1 .
Problem 50.
L0 (x) = 1
L1 (x) = 1 x
L2 (x) = 2 4x + x2
L3 (x) = 6 18x + 9x2 x3
L4 (x) = 24 96x + 72x2 16x3 + x4 .
Hilbert Space L2 ()
33
n (x) =
Problem 53.
1
,
1 + x2
g(x) =
x
.
1 + x2
sin(t)
,
t
g(t) =
1 cos(t)
.
t
Problem 54. Consider the Hilbert space L2 [0, 1]. Let P n be the n + 1dimensional real linear space of all polynomial of maximal degree n in the
variable x, i.e.
P n = span{ 1, x, x2 , . . . , xn }.
The linear space P n can be spanned by various systems of basis functions.
An important basis is formed by the Bernstein polynomials
{B0n (x), B1n (x), . . . , Bnn (x)}
i = 0, 1, . . . , n.
n
X
j=0
cn z n .
n=
and u = f
on D = T
where := 2 /x2 + 2 /y 2 .
Problem 56.
The Hilbert space L2 (U (1)) is the space L2 ([0, 1]) consisting of all measureable funcrions f () with period 1 such that
Z 1
|f ()|2 d < .
0
Hilbert Space L2 ()
35
m=
Calculate
Z
|f ()|2 .
Problem 57. The Hilbert space L2 (R) is the vector space of measurable functions defined almost everywhere on R such that |f |2 is integrable.
H1 (R) is the vector space of functions with first derivatives in L2 (R). Give
two examples of such a function.
Problem 58.
X
f (x) = a + bx +
cn n (x).
n=1
hn (x) =
(1)n
dn ex
exp(x2 /2)
.
4
dxn
2n/2 n!
Thus hn for an orthonormal basis in the Hilbert space L2 (R). Consider the
sequence
s
X
1
fs (x) =
ein hn (x)
s + 1 n=0
where s = 0, 1, 2, . . .. Show that the sequence converges weakly but not
strongly to 0.
Problem 61. Let CnN be the vector space of all nN complex matrices.
Let Z CnN . Then Z Z T , where T denotes transpose. One defines a
Gaussian measure on CnN by
d(Z) :=
1
exp(tr(ZZ ))dZ
nN
where dZ denotes the Lebesgue measure on CnN . The Fock space F(CnN )
consists of all entire functions on CnN which are square integrable with
respect to the Gaussian measure d(Z). With the scalar product
Z
f, g F(CnN )
hf |gi :=
f (Z)g(Z)d(Z),
CnN
one has a Hilbert space. Show that this Hilbert space has a reproducing
kernel K. This means a continuous function K(Z, Z 0 ) : CnN CnN C
such that
Z
K(Z, Z 0 )f (Z 0 )d(Z 0 )
f (Z) =
CnN
Hilbert Space L2 ()
Find
Z
37
f (x)xn dx,
n = 0, 1, 2, . . . .
Problem 63.
uct
a 4
(x + x42 ) + cx1 x2 .
4 1
B=
e
: kZ .
2
Find the Fourier expansion of
f (x) = 1.
i = 0, 1, . . . , n.
(
The Bernstein polynomials have a unique dual basis {D0 x), D1n (x), . . . , Dnn (x) }
which consists of the n + 1 dual basis functions
Din (x)
n
X
j=0
f H
Hilbert Space L2 ()
39
x, y Rd .
xe|x|/ ,
x2 e|x|/ ,
x3 e|x|/ , . . . .
Problem 69. Consider the Hilbert space L2 [1, 1]. Normalize the function f (x) = x in this Hilbert space.
Problem 70.
X
zn
Hn (u)Hn (v)
n!
n=0
fk (x) = xk e|x| .
fj (x)fk (x)dx =
fj (x)fk (x)dx.
Discuss.
Problem 72. Consider the Hilbert space L2 (R) and the one-dimensional
Schr
odinger equation (eigenvalue equation)
d2
2 + V (x) u(x) = Eu(x)
dx
ax2
1 + bx2
/2
v(x)
and find the differential equation for v. Discuss. Make a polynomial ansatz
for v.
Problem 73. Consider the Hilbert space L2 (R). Let g > 0. Consider
the one-dimensional Schr
odinger equation (eigenvalue equation)
x2
d2
2
u(x) = Eu(x).
2 +x +
dx
1 + gx2
Find a solution of the second order differential equation by making the
ansatz
u(x) = A(1 + gx2 ) exp(x2 /2).
Problem 74. (i) Consider the Hilbert space L2 [1/2, 1/2]. Show that
the following sets
B1 := { k (x) = exp(2ikx), k Z }
B2 := { k (x) = 2 sin(2kx), k N }
each form an orthonormal basis in this Hilbert space.
(ii) Expand the step function
1 for x [1/2, 0]
f (x) =
1 for x [0, 1/2]
with respect to the basis B1 and with respect to the basis B2 . Show that
the two expansions are equivalent. Recall that
2 sin(x) sin(y) cos(x y) cos(x + y).
()
B = { uk (q), uk (q) : k N }
Hilbert Space L2 ()
41
where
(+)
uk
1
= cos
a
(k 1/2)q
a
()
uk
1
= sin
a
kq
a
.
The formal solution of the initial value problem of the Schrodinger equation
i~
= H
t
is given by
(t) = exp(iHt/~)(0).
Let
1
(q) = sin(q/a).
a
1
(q, 0) = sin(q/a),
a
Find exp(iHt/~)
and P = |h, (t)i|2 .
Problem 76. Let n be a positive integer. Consider the Hilbert space
L2 [0, n] and the function
f (x) = ex .
Find a, b R such that
kf (x) (ax2 + bx)k
is a minimum. The norm in the Hilbert space L2 [0, n] is induced by the
scalar product.
Problem 77.
Problem 78. Consider the Hilbert space L2 [0, 2]. The linear operator
Lf (x) := df (x)/dx acts on a dense subset of L2 [0, 2]. Show that this linear
operator is not bounded.
Problem 79.
Pr := i~
r
r r
is identified with the closure of the operator Pr I defined on D(Pr )
L2 (S 2 , sin()dd) where
1 d
+ 2
+ 2
+
g(x) = | cos(x)|.
nZ
Consider the Hilbert space L2 [0, ). Show that the funcn (x) = ex/2 Ln (x),
n = 0, 1, 2, . . .
form an orthonormal basis in L2 [0, ), where Ln are the Laguerre polynomials defined by
n
X
x dn n x
(1)k n k
Ln (x) =
(x
e
)
=
x .
n! dxn
k!
k
k=0
Hilbert Space L2 ()
43
Problem 84. Consider the Hilbert space L2 (R). Show that the functions
n (x) =
2n/2
2
1
Hn (x)ex /2 ,
1/4
n!()
n = 0, 1, 2, . . .
form an orthonormal basis in the Hilbert space L2 (R), where Hn are the
Hermite polynomials
2
Hn (x) = (1)n ex
Problem 85.
L2 [a, b]. Find
dn ex
,
dxn
n = 0, 1, 2, . . .
b
2
sin
a
The functions
r
n (x) =
n(x a)
ba
2
sin
ba
.
n(x a)
ba
g(y) = ey
Find f (x).
Problem 87. Consider the Hilbert space L2 [1, 1]. An orthonormal
basis in this Hilbert space is given by
1 ikx
B= e
: |x| , k Z .
2
Consider the function f (x) = eiax in this Hilbert space, where the constant
a is real but not an integer. Apply Parsevals relation
X
1
kf k2 =
|hf, k i|2 , k (x) = eikx
2
kZ
to show that
2
1
.
=
2
2
(a k)
sin (ax)
k=
x
sinh(x)
X
x
x2
.
=1+2
(1)j 2
sinh(x)
x + (j)2
j=1
CnN
1
nN
exp(tr(zz )),
dz =
n Y
N
Y
dxjk dyjk .
j=1 k=1
Show that H(CnN is a Hilbert space with respect to the inner product
Z
hf, gi =
f (z)g(z)d(z).
CnN
Problem 90.
x01
R0 = x02 .
x03
p
1
exp(|R R0 |/ X
0
=
cos(n(
))
Jn (kr)J(kr0 ) exp( k 2 + 1/2 |x3 x03 |)kdk
n
0
2
|R R |
k + 1/
0
n=0
where n = 1 for n = 0 and n = 2 for n > 0 and Jm (kr) is ordinary Bessel
function of order m.
(ii) Consider the functions
fs,k,n (R) =
k
Jn (kr)ein+isx3
2
Hilbert Space L2 ()
45
Problem 91. Let a > 0. Consider the Hilbert space L2 ([0, a]) and the
function fn L2 ([0, a])
1
fn (x) = e2ixn/a ,
a
n = 1, 2, . . .
f L2 ([0, a]).
Find kAk.
Problem 93. Let a > 0. Consider the Hilbert space L2 ([0, a]) and the
functions fn L2 ([0, a])
1
fn (x) = e2ixn/a ,
a
Find kfn (x)k and kdfn (x)/dxk.
n = 1, 2, . . .
3.2
Supplementary Problems
Problem 94. Let 0 r < 1. Consider the Hilbert space L2 [0, 2] and
f () L2 [0, 2]. Show that
1
2
f ()d +
0
Problem 95.
1
2
f ()
0
2 X
rj f () cos(j( ))d
j=1
1 r2
d.
1 2r cos( ) + r2
f () =
cn ein
n=
where [, ] and
c0 = 1, c1 = c1 = 1, c2 = c2 =
Problem 96.
1
1
, . . . , cn = cn = .
2
n
fj2 (x) = 1
j=
and fj2 (x) = 1 fj2 (2j+1 x) for x near j+1 . Show that the functions
2
fj (x) sin
gj,k (x) = p
2dj
(2k + 1)(x j ) ,
2dj
k = 0, 1, 2, . . .
Let
S = L2,real (R, dx/(1 + |x|3 ))
Hilbert Space L2 ()
47
d2
+ q.
dx2
Show that the operator L(q) defines a selfadjoint operator in the Hilbert
space L2 (R, dx).
Problem 98. Let a > 0. Consider the Hilbert space L2 ([0, a] [0, a]
[0, a]). Let nj Z with j = 1, 2, 3. Show that the functions
n1 ,n2 ,n3 (x) =
1
exp(i(n1 x1 + n2 x2 + n3 x3 ))
a3/2
Chapter 4
Show that T = S .
48
0
A=
In other words
Problem 5.
49
1
0
1
0
0
1
0
1
..
.
0
0
1
0
0
0
0
1
..
.
...
...
....
...
1 if i = j + 1
aij = 1 if i = j 1
0 otherwise
P0 (x) = 1,
P1 (x) = x,
P2 (x) =
1
(3x2 1), . . . .
2
+1
Ajk =
Pj (x)
1
dPk (x)
dx
dx
They are the so-called magnetic translation operators with phase and ,
respectively. Find the spectrum of U and V . Find the commutator [U, V ].
The so-called Harper operator which is self-adjoint is defined by
:= U + U + V + V .
H
Consider the case , irrational and , rational.
Find the spectrum of H.
of a linear operator H
is defined as the
Problem 7. The spectrum (H)
set of all for which the resolvent
1
R() = (I H)
n
X
Mjk xk ,
j = 1, 2, . . . , n
k=1
wj = xj ,
j>n
|f (z)|2 ds <
|z|=a
a1
f (z)g(z)ds.
|z|=a
X
n=0
|nih2n + k|.
X
Tk Tk
k=0
unitary?
51
Chapter 5
Fourier Transform
Problem 1. Consider the Hilbert space L2 (R). Find the Fourier transform of the function
if
1 x 0
1
if
x0
f (x) = ex
0 otherwise
Problem 2.
exp(|x|),
2
> 0.
f (x)dx.
Problem 3.
Fourier Transform
Problem 5.
form of
Consider the Hilbert space L2 (R). Find the Fourier transf (x) = ea|x| ,
Problem 6.
53
a > 0.
Calculate
Z
fa (x)dx
R
()
=
0 otherwise
and
()
= e|| ,
> 0.
eit ()
(t) =
2 R
Z
1
eit ().
(t) =
2 R
(ii) Calculate the scalar product h(t)|(t)i by utilizing the identity
2h(t)|(t)i = h()|
()i.
Problem 8.
L2 (R)
1 if |x| < 1
0 if |x| 1
Let
f() =
(1 2 ) for || 1
0
for || > 1
for
a x 0
x/a2 + 1/a
for
0xa
fa (x) = x/a2 + 1/a
0
otherwise
Problem 11.
Problem 13. Consider the Hilbert space L2 (R). Let T > 0. Consider
the function in L2 (R)
A cos(t)
for
T < t < T
f (t) =
0
otherwise
where A is a positive constant. Calculate the Fourier transform.
Problem 14. Let > 0. Show that the Fourier transform of the Gaussian
function
x2
1
g (x) =
exp 2
2
2
is again a Gaussian function
g (k) = e
We have
g (x)dx
2 2
k /2
= 1. Is
Z
gk (k)dk = 1 ?
Fourier Transform
Problem 15.
55
is an element of L2 (R) and L1 (R). Find the Fourier transform of the function.
Problem 16.
2fa (x) +
sin(ax)
ax
21/4
Hn ( 2x) exp(x2 ),
fn (x) =
2n n!
n = 0, 1, 2, . . .
Let
G() =
g(t) exp(it)dt
f () =
e|0 t| eit dt.
2
Chapter 6
Wavelets
Problem 1. Consider the Hilbert space L2 [0, 1] and the function f (x) =
x2 in this Hilbert space. Project the function f onto the subspace of L2 [0, 1]
spanned by the functions (x), (x), (2x), (2x 1), where
1
for
0x<1
(x) :=
0 otherwise
for
0 x < 1/2
1
for
1/2 x < 1 .
(x) := 1
0 otherwise
This is related to the Haar wavelet expansion of f . The function is called
the father wavelet and is called the mother wavelet.
Problem 2.
1 0 x 1/2
H(x) = 1 1/2 x 1
0 otherwise
Let
Hmn (x) := 2m/2 H(2m x n)
where m, n Z. Draw a picture of H11 , H21 , H12 , H22 . Show that
hHmn (x), Hkl (x)i = mk nl ,
k, l Z
Wavelets
57
k = 0, 1, . . . , n 1.
n1
X
hf, gk igk .
k=0
0
Consider the analytic function
2
(t) = tet
/2
1 0 x < 1/2
H(x) = 1 1/2 x 1
0 otherwise
Let
Hmn (x) := 2m/2 H(2m x n)
where m, n Z. Draw a picture of H11 , H21 , H12 , H22 . Show that
hHmn (x), Hkl (x)i = mk nl ,
k, l Z
i.e. the integral equals 1 for k = 0 and vanishes for k = 1, 2, . . .. Show that
for any fixed integer j the functions
jk (t) := 2j/2 (2j t k),
k = 0, 1, 2, . . .
Wavelets
Then
Lmn (x) =
1
2m/2
L(2m wx n),
59
m, n Z
generates an orthonormal basis in the Hilbert space L2 (R). Apply the rule
of LHospital to find L(0).
Problem 9. (i) Consider the Hilbert space L2 (R) and L2 (R). The
basic scaling function (father wavelet) satisfies a scaling relation of the form
(x) =
N
1
X
ak (2x k).
k=0
Z
R
(x)
dx
xy
is a solution of the same scaling relation. Note that the scaling function
may have compact support, the Hilbert transform has support on the real
line and decays as y 1 .
(ii) Show that the Hilbert transform of the related mother wavelet is also
noncompact and decays like y p1 where
Z
xm (x)dx = 0
R
for m = 0, 1, . . . , p 1.
Chapter 7
Linear Operators
Problem 1.
operator.
Problem 2. Consider the Hilbert space L2 [0, 1]. Show that the linear
operator T : L2 [0, 1] L2 [0, 1] defined by
T f (x) = xf (x)
is a bounded self-adjoint linear operator without eigenvalues.
Problem 3. Show that if two bounded self-adjoint linear operators S and
T on a Hilbert space H are positive semi-definite and commute (ST = T S),
then their product ST is positive semi-definite. We have to show that
hST f, f i 0 for all f H.
Problem 4. Let a > 0. Consider the Hilbert space L2 [a, a]. Consider
the Hamilton operator
2
2
= ~ d + V (x)
H
2m dx2
where
V (x) =
0
for
|x| a
otherwise
60
Linear Operators
61
d2 u2
2m
+ 2 (E V )u2 = 0.
dx2
~
Problem 6. A particle is enclosed in a rectangular box with imprenetrable walls, inside which it can move freely. The Hilbert space is L2 ([0, a]
[0, b] [0, c]). Find the eigenfunctions and eigenvalues. What can be said
about the degeneracy, if any, of the eigenfunctions.
Problem 7. Conside the Hilbert space L2 [0, 1] and the linear operator
T : L2 [0, 1] L2 [0, 1] defined by
(T f )(x) := xf (x).
Show that T is self-adjoint and positive definite. Find its positive square
root.
Problem 8.
defined by
T=rF
and
d3 x (r V )
T=
R3
~2 2
=
+V
t
2m
~2 2
=
+ V .
t
2m
dL
= T.
dt
where > 0. Find the quantum Liouville equation for this Hamilton
operator.
Problem 12.
=
+ V (x)
i~
t
2m
Linear Operators
63
:= ,
v := =
.
Problem 13. Consider the Hilbert space L2 (R). Let f L2 (R) and
R. We define the operator U () as
U ()f (x) := ei/2 f (xei ).
Is the operator U () unitary?
Problem 14. Let a > 0. Consider the Hilbert space L2 ([0, a]) and the
linear bounded operator A defined by
Af (x) := xf (x),
f L2 ([0, a])
Find kAk.
Problem 15. Consider the Hilbert space L2 (R). Let k Z. For k = 0
we define s0 = 0, for k 1 we define
sk := 1 +
1
1 1
+ + +
2 3
k
x X
g(x) = +
kZ
sk + sk+1
2
Wk (x).
is given by 1/2.
d
dx
d
dx
on D = {f : f,
df
L2 (R)}.
dx
Chapter 8
Generalized Functions
8.1
Solved Problems
Problem 1.
1 0 x 1/2
H(x) := 1 1/2 x 1
0 otherwise
1
(3x2 1),
2
g(x) =
65
1
(5x3 3x)
2
Obviously, P = P 1 . We define
OP u(r) := u(P 1 r) u(r).
The vector r can be expressed in spherical coordinates as
r = r(sin cos , sin sin , cos )
where
0 < 2 0 < .
(i) Calculate P (r, , ).
(ii) Let
(1)l+m
Ylm (, ) =
2l l!
2l + 1 (l m)!
4 (l + m)!
1/2
(sin )m
dl+m
(sin )2l eim
d(cos )l+m
X
D(b) = D(b ) = = (x0 , x1 , x2 , . . .)T :
j|xj |2 < .
j=0
Then b is given by
Generalized Functions
67
Z
2
n
n
X
Y
i
iX
1
j 2
j
dt1 dt2 dtn f (t) exp
tj
tj
w(X, , ) =
2|k | Rn
2j
j
j=1
k=1
where (j 6= 0 for j = 1, 2, . . . , n)
X = (X1 , X2 , . . . , Xn ),
= (1 , 2 , . . . , n ),
Z
w(X, , )dX =
Rn
= (1 , 2 , . . . , n ).
|f (t)|2 dt
(1)
Rn
Problem 9.
a>0
Show that
X
1 X ikx
(x 2k)
e
=
2
k=
k=
x
1
2 2
0
x<0
f (x) = 4x(1 x) 0 x 1
0
x>1
(iii) Calculate the Fourier transform of f (x) = 1 in the sense of generalized
functions.
Problem 11.
Generalized Functions
Problem 12.
69
Find the first and second derivative of f in the sense of generalized functions.
Problem 13.
In other words the Sobolev inner product hu, viH m () is equal to the sum
of the L2 () inner products of D u and D v over all such that || m.
~2 d2
+ c (n) (x) = E
2m dx2
Let
f0 (x) = exp(x2 /2).
d
fn1 (x),
dx
n = 1, 2, . . .
Problem 19.
n = 2, 3, . . . .
X
m=
exp(i2m(x + q)/a) a
(x + q ka).
k=
(x
x
)
+
(x
x
)
0
0
(f (x0 ))2
f 0 (x0 )
Generalized Functions
Problem 21.
71
1X
(2` + 1)P` (x)P` (y)
2
`=0
Show that
(x x0 ) =
1X
1
+
(cos(nx) cos(nx0 ) + sin(nx) sin(nx0 )).
2 n=1
Let
= H
t
be the Schr
odinger equation, where
i~
2
= ~ + U (r),
H
2m
:=
2
2
2
+
+
x21
x22
x23
= 0.
t
Problem 24. A particle is enclosed in a rectangular box with impenetrable walls, inside which in can move freely. The Hilbert space is
L2 ([0, a] [0, b] [0, c])
where a, b, c > 0. Find the eigenfunctions and eigenvalues. What can be
said about the degeneracy, if any, of the eigenfunctions?
Problem 25. Show that in one-dimensional problems the energy spectrum of the bound states is always non-degenerate. Hint. Suppose that
the opposite is true. Let u1 , u2 be two linearly independent eigenfunctions
with the same energy eigenvalue E, i.e.
d2 u1
2m
+ 2 (E V )u1 = 0
2
dx
~
d2 u2
2m
+ 2 (E V )u2 = 0.
dx2
~
Problem 26.
Generalized Functions
73
where
(k) = 0 21 cos(ka).
Using the identity
Z
we can write
a
G=
2
(E (k))dk dE.
F (E)
/a
/a
Calculate
Z
/a
(E (k))dk
g(E) =
/a
1
1
lim e|x|/
2 0
sin2 (x)
1
lim
(x)2
1
1
|x| |x|/
(x) = lim
1+
e
.
4 0
(x) =
Problem 33.
functions
(1)
n=0
Problem 34.
Show that
Z
H(x a) =
Problem 35.
du
d
exp(iu( x)).
2
Problem 36. (i) Show that the Fourier transform in the sense of generalized function of the Dirac comb
X
(x n)
nZ
1 + 2(x).
Problem 37.
du
du d2 u
d3 u
=2
+
u
.
dx
dx dx2
dx3
Generalized Functions
75
+
3u
=
2
t
x2 t
x
x x2
x3
Show that u(x, t) = c exp(|x ct|) (peakon) is a solution in the sense of
generalized functions.
Problem 38. Let f be a differentiable function with a simple zero at x =
a such that f (x = a) = 0 and df (x = a)/dx 6= 0. Let g be a differentiable
function with a simple zero at x = b 6= a such that g(x = b) = 0 and
dg(x = b)/dx 6= 0. Show that
(f (x)g(x)) =
1
1
(x a) +
(x b)
|f 0 (a)g(a)|
|f (b)g 0 (b)|
2m
amr1
with the appropiate boundary conditions. Show that expanding G in terms
of spherical harmonics Y`m
G(r1 , r2 ; E) =
`
X
X
`=0 m=`
g` (r1 , r2 ; ) = 2
1
2
2
2
2
r1 dr1
dr1
r1
ar1
a
~
r1 r2
where 2 a2 := ~2 /(2mE).
Hint. Utilize the identity
(r1 r2 ) =
`
(r1 r2 ) X X
Y`m (1 , 1 )Y`m
(2 , 2 )
r1 r2
`=0 m=`
Problem 40.
Show that
Z
x
1
t
=
eit(tx/c) d.
c
2
Problem 43.
Problem 44.
Problem 47.
1
x
P
= cot(/2).
2
1
x
2
0
Show that
3/2
2
(x x0 ) = lim
exp
(x x0 )2 .
2( )
Generalized Functions
Problem 48.
77
1 |x|
pe
+ (1 p)(x).
2
Problem 49.
1 d2
(rV (r)) + R(, )V (r) = 4(r)
r dr2
Problem 52.
Problem 53.
f (y)
df (y)
(x y) f (x) (x y) +
(x y).
y
x
dy
Problem 54.
functions
lim
Problem 55.
sin(x)
(x)dx = (0).
x
Show that
u(x, t) =
1
(x x0 )2
exp
4Dt
4Dt
Problem 57. Consider the Hilbert space L2 ([1, 1]). The Legendre polynomials are given by
P0 = 1,
Pn (x) =
1 dn 2
(x 1)n
2n n! dxn
2
m,n ,
2n + 1
Let
(x) =
X
j 0 =0
n, m = 0, 1, 2, . . .
dj 0 Pj 0 (x).
Generalized Functions
8.2
79
Supplementary Problems
(z) = 2
d exp( z z ) = 2
d2 exp(i( z + z )).
C
C
Problem 2.
Show that
1
(x x0 ) =
1+2
!
cos(kx) cos(kx0 ) .
k=1
Problem 3. Consider the Hilbert space L2 ([0, )). The Laguerre polynomials are defined as
Ln (x) = ex
dn x n
(e x ),
dxn
n = 0, 1, 2, . . .
(x+a)/2
Lk (x)Lk (a).
k=0
Problem 4.
Show that
X
`
X
Y`,m (1 , 1 )Y`,m
(2 , 2 ).
`=0 m=`
Problem 5.
that
e(x +a
(x a) =
Problem 6.
)/2 X
k=0
Hk (x)Hk (a)
2k k!
Show that
1
= (z)
z
Problem 7.
z
2
+i
x
y
.
Generalized Functions
81
Bibliography
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Linear Operators and their Spectra
Cambridge studies in advanced mathematics, Cambridge University Press,
2007
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Linear Operators. Part 1: General Theory
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Matrix Computations, Third Edition,
Johns Hopkins University Press (1996)
Jones D. S.
The Theory of Generalized Functions, Cambridge University Press (1982)
Kato T.
Perturbation Theory of Linear Operators
Springer, New York (1966)
Miller W.
Symmetry Groups and Their Applications
Academic Press, New York (1972)
Reddy B. Daya
Introductory Functional Analysis,
Springer, New York (1990)
Schwartz L.
Theorie des distributions, Hermann, 2 vols. (1966)
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Matrix Calculus and Kronecker Product with Applications and C++ Pro82
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grams
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Steeb W.-H.
Continuous Symmetries, Lie Algebras, Differential Equations and Computer Algebra
World Scientific Publishing, Singapore (1996)
Steeb W.-H.
Hilbert Spaces, Wavelets, Generalized Functions and Quantum Mechanics
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Problems and Solutions in Theoretical and Mathematical Physics,
Third Edition, Volume I: Introductory Level
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Index
Admissibility condition, 57
Analysing wavelet, 57
Antilinear operator, 2
Bell basis, 8, 12
Bernstein polynomials, 33, 38
Cauchy sequence, 9
Chebyshev polynomials, 30
Comb, 2
Continuous wavelet transform, 57
Convolution theorem, 53
Dilations, 57
Dirac comb, 74
Fock space, 24, 36
Frame, 2
Fredholm alternative, 3
Laguerre polynomials, 79
Legendre polynomials, 20, 27, 49, 78
Legrendre polynomials, 29
Lie group, 30
Momentum operator, 64
Morlet wavelet, 70
Null space, 3
Paley-Wiener space, 38
Parsevals relation, 43
Peakon, 75
Poisson equation, 77
Position operator, 42
projection theorem, 4
Range, 3
Reproducing kernel, 36
Reproducing kernel Hilbert space, 38
Resolvent, 49
Gaussian function, 54
Gaussian measure, 36
Gram-Schmidt orthogonalization pro- Schauder basis, 35
Shifted Legendre polynomials, 24
cess, 8
Sinc function, 39
Gram-Schmidt technique, 15
Sobolev space, 69
Spectral theorem, 10
Haar scaling function, 57
Spherical harmonics, 66
Hardy space, 6
Symplectic tomogram, 67
Harper operator, 49
Hat function, 52
Translations, 57
Hilbert transform, 59
Triangle function, 35
Inverse wavelet transform, 57
Kernel, 3
Kernel function, 55
84